Re: st: lag variable in panel if missing data

[Nick Cox <njcoxstata@gmail.com>]

I think the short answer is that there is nothing automatic here. You
need to invent your own work-around, e.g.

364 days ago
if that is missing {
        average of (363, 365 days ago)
        if that is missing {
                    ....
       }
}
...

The easiest may be to average values for a week about a year ago. For
more on working with weeks, see

SJ-12-3 dm0065  . . . . . . . . . .  Stata tip 111: More on working with weeks
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q3/12   SJ 12(3):565--569                                (no commands)
        discusses how to convert data presented in yearly and weekly
        form to daily dates and how to aggregate such data to months
        or longer intervals

SJ-10-4 dm0052  . . . . . . . . . . . . . . . . Stata tip 68: Week assumptions
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q4/10   SJ 10(4):682--685                                (no commands)
        tip on Stata's solution for weeks and on how to set up
        your own alternatives given different definitions of the
        week

Nick

On Tue, Dec 4, 2012 at 1:10 PM, thomas bourveau
<thomas.bourveau@gmail.com> wrote:

> I am currently working with a dataset where I have a company ID, the
> date, and a consumption variable.
>
> I am working in panel and, for each day, I need to generate a variable
> that is the difference between the current value of consumption, and
> its value one year before. (It's like an annual change).
>
> This stata code looks like that:
>
> generate difference = consumption - l364.consumption
>
> The issue is that my dataset is built using calendar days. Thus, very
> often, the l.364.consumption is nul because firms do not produce /
> spend money during the week-ends.
>
> I was wondering if it exists a command in panel that would
> automatically tell stata to take the closest existing variable if
> l364.consumption is nul. Can I also restrict that to a limited number
> of days (e.g 3 or 5 days before the current date) ?
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